The F test for comparing two normal variances: correct and incorrect calculation of the two-sided p-value?

This article illustrates that not all statistical software packages are correctly calculating a p-value for the classical F test comparison of two independent Normal variances. This is illustrated with a simple example, and the reasons why are discussed. Eight different software packages are considered.

Small time two-sided LIL behavior for Lévy processes at zero

We wish to characterize when a Lévy process X t crosses boundaries b(t), in a two-sided sense, for small times t, where b(t) satisfies very mild conditions. An integral test is furnished for computing the value of sup t→0|X t |/b(t) = c. In some cases, we also specify a function b(t) in terms of the Lévy triplet, such that sup t→0 |X t |/b(t) = 1.

Strategic adoption in a two-sided market : a study of college applications in Brazil

This paper measures the importance of indirect network effects in the adoption by colleges and students of ENEM, a standardized exam for high-school students in Brazil that can be used in college application processes. We estimate network effects and find that they are economically significant. Students are more likely to take ENEM the larger the number of colleges adopting it. Similarly, colleges are more likely to adopt it the larger the number of students taking the exam. Moreover, we find evidence that colleges play strategically and that heterogeneity determines their decisions. A college is less likely to adopt ENEM the larger the number of competitors adopting it. Colleges’ characteristics such as ownership and organization affect adoption decisions. In a counterfactual exercise we compare colleges’ adoption decisions under competition and under joint colleges’ payoffs maximization. Adoption rates are significantly reduced when colleges internalize the competitive effect, i.e., the effect of their decisions on other colleges’ payoffs. On the other hand, they increase when indirect network effects - the effect of students’ response to their decisions on other colleges’ payoffs - are also internalized. Competitive adoption rates are found to exceed joint optimum rates by a small difference. These results suggest that, without considering students’ welfare, adoption rates are excessive, but close to the joint optimum.

Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the nite-sample theory of weighted-average power (WAP) tests with normal errors and a known long-run variance. We introduce two weights which are invariant to orthogonal transformations of the instruments; e.g., changing the order in which the instruments appear. While tests using the MM1 weight can be severely biased, optimal tests based on the MM2 weight are naturally two-sided when errors are homoskedastic. We propose two boundary conditions that yield two-sided tests whether errors are homoskedastic or not. The locally unbiased (LU) condition is related to the power around the null hypothesis and is a weaker requirement than unbiasedness. The strongly unbiased (SU) condition is more restrictive than LU, but the associated WAP tests are easier to implement. Several tests are SU in nite samples or asymptotically, including tests robust to weak IV (such as the Anderson-Rubin, score, conditional quasi-likelihood ratio, and I. Andrews' (2015) PI-CLC tests) and two-sided tests which are optimal when the sample size is large and instruments are strong. We refer to the WAP-SU tests based on our weights as MM1-SU and MM2-SU tests. Dropping the restrictive assumptions of normality and known variance, the theory is shown to remain valid at the cost of asymptotic approximations. The MM2-SU test is optimal under the strong IV asymptotics, and outperforms other existing tests under the weak IV asymptotics.

One-sided and two-sided Green's functions

We discuss the one-sided Green's function, associated with an initial value problem and the two-sided Green's function related to a boundary value problem. We present a specific calculation associated with a differential equation with constant coefficients. For both problems, we also present the Laplace integral transform as another methodology to calculate these Green's functions and conclude which is the most convenient one. An incursion in the so-called fractional Green's function is also presented. As an example, we discuss the isotropic harmonic oscillator.

The Role of Online Platforms for Media Markets – Two‐Dimensional Spatial Competition in a Two‐Sided Market

We analyze the market for online and offline media in a model of two-dimensional spatial competition where media outlets sell content and advertising space. Consumer preferences are distributed along the style and type of news coverage where the distance costs may vary across dimensions. For integrated provision of online and offline platforms we show that entering the online market reduces average profits and may even constitute a prisoner's dilemma. Specialized provision may yield polarization in the style and type dimensions. This is in contrast to the maximum–minimum differentiation result previously established in the literature on multidimensional horizontal competition. We show that maximal differentiation in both dimensions occurs due to the discrete nature of the type dimension and asymmetric advertising markets.

Two upper bounds for the weighted path length of binary trees.

Thesis (M.S.)--University of Illinois at Urbana-Champaign.

Operator, organizational, direct support, and general support maintenance for shelter, tactical, expandable, two-sided (NSN 5411-01-136-9838).

"1 April 1986."

On Quasi-Normality of Two-Sided Multiplication

2000 Mathematics Subject Classification: 47B47, 47B10, 47A30.

Calculation of Reliability Characteristics for Regenerative Models

If a regenerative process is represented as semi-regenerative, we derive formulae enabling us to calculate basic characteristics associated with the first occurrence time starting from corresponding characteristics for the semi-regenerative process. Recursive equations, integral equations, and Monte-Carlo algorithms are proposed for practical solving of the problem.

One-sided tolerance interval in a two-way balanced nested model with mixed effects

In many research areas (such as public health, environmental contamination, and others) one deals with the necessity of using data to infer whether some proportion (%) of a population of interest is (or one wants it to be) below and/or over some threshold, through the computation of tolerance interval. The idea is, once a threshold is given, one computes the tolerance interval or limit (which might be one or two - sided bounded) and then to check if it satisfies the given threshold. Since in this work we deal with the computation of one - sided tolerance interval, for the two-sided case we recomend, for instance, Krishnamoorthy and Mathew [5]. Krishnamoorthy and Mathew [4] performed the computation of upper tolerance limit in balanced and unbalanced one-way random effects models, whereas Fonseca et al [3] performed it based in a similar ideas but in a tow-way nested mixed or random effects model. In case of random effects model, Fonseca et al [3] performed the computation of such interval only for the balanced data, whereas in the mixed effects case they dit it only for the unbalanced data. For the computation of twosided tolerance interval in models with mixed and/or random effects we recomend, for instance, Sharma and Mathew [7]. The purpose of this paper is the computation of upper and lower tolerance interval in a two-way nested mixed effects models in balanced data. For the case of unbalanced data, as mentioned above, Fonseca et al [3] have already computed upper tolerance interval. Hence, using the notions persented in Fonseca et al [3] and Krishnamoorthy and Mathew [4], we present some results on the construction of one-sided tolerance interval for the balanced case. Thus, in order to do so at first instance we perform the construction for the upper case, and then the construction for the lower case.

Are one-sided S,s rules useful proxies for optimal pricing rules?

This article is motivated by the prominence of one-sided S,s rules in the literature and by the unrealistic strict conditions necessary for their optimality. It aims to assess whether one-sided pricing rules could be an adequate individual rule for macroeconomic models, despite its suboptimality. It aims to answer two questions. First, since agents are not fully rational, is it plausible that they use such a non-optimal rule? Second, even if the agents adopt optimal rules, is the economist committing a serious mistake by assuming that agents use one-sided Ss rules? Using parameters based on real economy data, we found that since the additional cost involved in adopting the simpler rule is relatively small, it is plausible that one-sided rules are used in practice. We also found that suboptimal one-sided rules and optimal two-sided rules are in practice similar, since one of the bounds is not reached very often. We concluded that the macroeconomic effects when one-sided rules are suboptimal are similar to the results obtained under two-sided optimal rules, when they are close to each other. However, this is true only when one-sided rules are used in the context where they are not optimal.

Searches for two-body charmless baryonic B0 decays at LHCb

The results of two separate searches for the rare two-body charmless baryonic decays B0 -> p pbar and B0s -> p pbar at the LHCb experiment are reported in this thesis. The first analysis uses a data sample, corresponding to an integrated luminosity of 0.9 fb^-1, of proton-proton collision data collected by the LHCb experiment at a centre-of-mass energy of 7 TeV. An excess of B0 -> p pbar candidates with respect to background expectations is seen with a statistical significance of 3.3 standard deviations. This constitutes the first evidence for a two-body charmless baryonic B0 decay. No significant B0s -> p pbar signal was observed. However, a small excess of B0s -> p pbar events allowed the extraction of two sided confidence level intervals for the B0s -> p pbar branching fraction using the Feldman-Cousins frequentist method. This improved the upper limit on the B0s -> p pbar branching fraction by three orders of magnitude over previous bounds. The 68.3% confidence level intervals on the branching fractions were measured to be BF(B0 -> p pbar) = ( 1.47 ^{+0.62}_{-0.51} ^{+0.35}_{-0.14} ) x 10^-8, BF(B0s -> p pbar) = ( 2.84 ^{+2.03}_{-1.68} ^{+0.85}_{-0.18} ) x 10^-8, where the first uncertainty is statistical and the second is systematic. The second analysis followed on from the first LHCb result and included the full 2011 and 2012 samples of proton-proton collision data at centre of mass energies of 7 and 8 TeV, corresponding to a total integrated luminosity of 3.122 fb^-1.

Monolithic CAD/CAM Lithium Disilicate Versus Veneered Y-TZP Crowns: Comparison of Failure Modes and Reliability After Fatigue

Purpose: The aim of this research was to evaluate the fatigue behavior and reliability of monolithic computer-aided design/computer-assisted manufacture (CAD/CAM) lithium disilicate and hand-layer-veneered zirconia all-ceramic crowns. Materials and Methods: A CAD-based mandibular molar crown preparation, fabricated using rapid prototyping, served as the master die. Fully anatomically shaped monolithic lithium disilicate crowns (IPS e.max CAD, n = 19) and hand-layer-veneered zirconia-based crowns (IPS e.max ZirCAD/Ceram, n = 21) were designed and milled using a CAD/CAM system. Crowns were cemented on aged dentinlike composite dies with resin cement. Crowns were exposed to mouth-motion fatigue by sliding a WC-indenter (r = 3.18 mm) 0.7 mm lingually down the distobuccal cusp using three different step-stress profiles until failure occurred. Failure was designated as a large chip or fracture through the crown. If no failures occurred at high loads (> 900 N), the test method was changed to staircase r ratio fatigue. Stress level probability curves and reliability were calculated. Results: Hand-layer-veneered zirconia crowns revealed veneer chipping and had a reliability of < 0.01 (0.03 to 0.00, two-sided 90% confidence bounds) for a mission of 100,000 cycles and a 200-N load. None of the fully anatomically shaped CAD/CAM-fabricated monolithic lithium disilicate crowns failed during step-stress mouth-motion fatigue (180,000 cycles, 900 N). CAD/CAM lithium disilicate crowns also survived r ratio fatigue (1,000,000 cycles, 100 to 1,000 N). There appears to be a threshold for damage/bulk fracture for the lithium disilicate ceramic in the range of 1,100 to 1,200 N. Conclusion: Based on present fatigue findings, the application of CAD/CAM lithium disilicate ceramic in a monolithic/fully anatomical configuration resulted in fatigue-resistant crowns, whereas hand-layer-veneered zirconia crowns revealed a high susceptibility to mouth-motion cyclic loading with early veneer failures. Int J Prosthodont 2010; 23: 434-442.